Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations

DOI10.1214/15-AOS1365zbMATH Open1327.62482arXiv1510.08699MaRDI QIDQ892257FDOQ892257

Authors: Wei-Liem Loh 

Publication date: 18 November 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of the corresponding fixed-domain asymptotic theory. In particular, we consider: (i) higher-order quadratic variations using nonequispaced line transect data, (ii) second-order quadratic variations from a sample of Gaussian random field observations taken along a smooth curve in ${mathbbR}^2$, (iii) second-order quadratic variations based on deformed lattice data on ${mathbbR}^2$. Smoothness estimators are proposed that are strongly consistent under mild assumptions. Simulations indicate that these estimators perform well for moderate sample sizes.

Full work available at URL: https://arxiv.org/abs/1510.08699

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zbMATH Keywords

Gaussian random fieldirregularly spaced datahigher-order quadratic variationsmoothness estimationMatérn covariance

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cited In (20)

• Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
• Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
• Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
• Estimation of smoothness of a stationary Gaussian random field
• Consistent estimates of deformed isotropic Gaussian random fields on the plane
• Local scaling limits of Lévy driven fractional random fields
• Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
• Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics
• Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
• Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
• Optimal smoothing for spherical Gauss-Markov random fields with application to weather data estimation
• On the consistent separation of scale and variance for Gaussian random fields
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
• Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding
• Hurst function estimation
• Asymptotically equivalent prediction in multivariate geostatistics
• On information about covariance parameters in Gaussian Matérn random fields

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